+143.5%
IWM vs IWD
+203.0%
-59.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.6% |
| 7D | +1.4% | +2.3% | -0.9% | -1.2% |
| 30D | +2.3% | +3.6% | -1.3% | -1.8% |
| 3M | -8.3% | +2.2% | -10.5% | -10.6% |
| 6M | -1.3% | +13.0% | -14.3% | -14.5% |
| YTD | +13.5% | +26.5% | -13.0% | -13.8% |
| 1Y | +18.4% | +30.1% | -11.7% | -13.0% |
| 3Y | +69.6% | +84.9% | -15.2% | -15.7% |
| 5Y | +23.3% | +73.4% | -50.1% | -33.3% |
| All | +143.5% | +203.0% | -59.5% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling